Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 103,500 | 103,500 | 103,989 | 103,989 | 48,804 CHF | 49,844 CHF | 100.00% | 100.00% |
22/05/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 89,500 | 89,500 | 89,366 | 89,366 | 40,373 CHF | 41,266 CHF | 100.00% | 100.00% |
21/05/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 90,400 | 90,400 | 90,709 | 90,709 | 45,635 CHF | 46,542 CHF | 98.61% | 98.61% |
17/05/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 79,100 | 79,100 | 78,740 | 78,740 | 41,032 CHF | 41,819 CHF | 99.33% | 99.33% |
16/05/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 81,000 | 81,000 | 81,183 | 81,183 | 48,894 CHF | 49,707 CHF | 100.00% | 100.00% |
15/05/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 85,000 | 85,000 | 84,551 | 84,551 | 48,253 CHF | 49,101 CHF | 100.00% | 100.00% |
14/05/2024 | 1.97% | 0.55 CHF | 0.56 CHF | 86,600 | 86,600 | 87,515 | 87,515 | 43,997 CHF | 44,872 CHF | 99.68% | 99.68% |
13/05/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 87,800 | 87,800 | 87,735 | 87,735 | 45,977 CHF | 46,855 CHF | 100.00% | 100.00% |
10/05/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 96,400 | 96,400 | 96,323 | 96,323 | 50,597 CHF | 51,560 CHF | 100.00% | 100.00% |
08/05/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 97,900 | 97,900 | 97,802 | 97,802 | 46,671 CHF | 47,649 CHF | 99.08% | 99.08% |